most citedOptimal control of multiscale systems using reduced-order models

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math.OC2014★ 1 cited

Optimal control of multiscale systems using reduced-order models

Wei Zhang, Juan C. Latorre, Grigorios A. Pavliotis +1

We study optimal control of diffusions with slow and fast variables and address a question raised by practitioners: is it possible to first eliminate the fast variables before solv…